HTOTM: FUSION
Go inside the set, check all the ones you want to remove from the set. there should be a list thing with a down arrow, you can use that to move them out of the set.
Click on the set it should show you a list, then check what you want out and click the bar and it will say remove, click the button beside it and thats it.

Also next time post this in support not Beginners Sanctuary.